Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 58.536367 65.301126 73.019299 82.590854 94.307530 108.411672 127.044398
2025-02-02 51.284332 60.467596 71.967654 87.888874 110.187896 141.791023 193.257460
2025-02-09 45.910933 55.984556 69.357723 89.285232 120.045782 169.695069 267.551088
2025-02-16 41.541465 51.842008 66.088181 88.492851 125.788702 192.931734 351.578376
2025-02-23 38.169773 48.498082 63.251806 87.498053 130.546151 216.176800 460.127061
2025-03-02 35.147851 45.254774 60.045033 85.185245 132.171042 233.859392 580.084513
2025-03-09 32.823171 42.762197 57.624995 83.681562 134.803675 255.173236 756.603146
2025-03-16 30.275803 39.712883 54.004098 79.521359 131.084039 259.164107 875.026157
2025-03-23 29.633543 39.453641 54.744505 83.195240 144.764402 319.273359 1603.109401
2025-03-30 28.220309 37.888785 53.183858 82.332741 148.072858 350.993751 2481.392216
2025-04-06 26.842720 36.279313 51.396938 80.770758 149.321706 377.240253 3932.999608
2025-04-13 25.220936 34.187036 48.631073 76.939181 144.033295 375.018589 4901.731688
2025-04-20 25.030830 34.415403 49.952254 81.742138 163.337033 504.036941 150957.358178
2025-04-27 24.847847 34.645370 51.313402 86.957742 186.679777 716.044628 NaN
2025-05-04 24.150104 33.966710 50.955018 88.330852 199.147557 907.500746 NaN
2025-05-11 23.247717 32.883120 49.745483 87.551786 204.202865 1063.553753 NaN
2025-05-18 22.398536 31.839726 48.526044 86.573601 208.326686 1242.491208 NaN
2025-05-25 21.469071 30.609669 46.861111 84.298997 206.839139 1351.866592 NaN
2025-06-01 20.696420 29.613257 45.580108 82.819837 208.132991 1535.730953 NaN
2025-06-08 19.690066 28.168872 43.346557 78.726162 197.631513 1449.953184 NaN
2025-06-15 19.568219 28.260188 44.117913 82.341392 221.158970 2438.691956 NaN
2025-06-22 18.998630 27.533405 43.214601 81.492798 224.780876 3017.649369 NaN
2025-06-29 18.397345 26.725163 42.099778 79.955786 224.684262 3520.194459 NaN